Description

This analysis provides a forecast of ETC prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-07-27 16.284920 18.554928 20.987974 23.785149 26.907380 30.280382 34.195167
2025-08-03 12.598297 15.632973 19.129863 23.438769 28.585512 34.514975 41.841138
2025-08-10 10.816411 14.180083 18.239460 23.464583 29.973466 37.773008 47.780726
2025-08-17 9.517993 13.109509 17.626452 23.669029 31.477709 41.158690 53.989508
2025-08-24 8.426155 12.124678 16.948348 23.621974 32.524269 43.887721 59.369163
2025-08-31 7.478117 11.209191 16.242331 23.424822 33.287748 46.214680 64.268566
2025-09-07 6.799203 10.579912 15.839207 23.557519 34.435510 49.032667 69.872094
2025-09-14 6.378726 10.268834 15.832900 24.206480 36.285120 52.835630 76.926237
2025-09-21 5.762226 9.602472 15.251949 23.971772 36.844869 54.853771 81.574161
2025-09-28 5.018880 8.668149 14.194500 22.947786 36.178426 55.079724 83.669659
2025-10-05 4.780561 8.503387 14.276737 23.616144 38.004942 58.911282 91.026795
2025-10-12 4.523155 8.281585 14.247193 24.097566 39.556631 62.386721 97.981473
2025-10-19 4.156921 7.853634 13.870495 24.026865 40.284123 64.712492 103.402504
2025-10-26 3.783826 7.379808 13.382975 23.742828 40.655971 66.510940 108.102129
2025-11-02 3.504565 7.042688 13.091123 23.746251 41.461987 68.976877 113.874828
2025-11-09 3.288508 6.799077 12.936754 23.960775 42.606132 71.996605 120.595958
2025-11-16 3.048928 6.488803 12.641417 23.910475 43.300404 74.320034 126.296102
2025-11-23 2.808929 6.154727 12.277278 23.712130 43.725601 76.214437 131.366142
2025-11-30 2.638631 5.940359 12.111416 23.845940 44.707683 79.029277 137.987842
2025-12-07 2.552553 5.886593 12.235838 24.502033 46.610481 83.410925 147.285553
2025-12-14 2.357296 5.590710 11.883432 24.264750 46.935575 85.180735 152.352190
2025-12-21 2.083898 5.103600 11.127856 23.229680 45.787521 84.420082 153.177950
2025-12-28 2.028163 5.080563 11.276680 23.905283 47.738360 88.982767 163.063869